The stability of cyclodextrin (CD)-based emulsions is attributed to the formation of a solid film of oil CD complexes at the oil/water interface. However, competitive interactions between CDs and other components at the interface still need to be understood. Here we develop two different routes that allow the incorporation of a model protein (sodium caseinate, SC) into emulsions based on beta-CD. One route is the components adsorbed simultaneously from a mixed solution to the oil/water interface (route I), and the other is SC was added to a previously established CD-stabilized interface (route II). The adsorption mechanism of beta-CD modified by SC at the oil/water interface is investigated by rheological and optical methods. Strong sensitivity of the rheological behavior to the routes is indicated by both steady-state and small-deformation oscillatory experiments. Possible beta-CD/SC interaction models at the interface are proposed. In route I, the protein, due to its higher affinity for the interface, adsorbs strongly at the interface with blocking of the adsorption of beta-CD and formation of oil CD complexes. In route II, the protein penetrates and blends into the preadsorbed layer of oil CD complexes already formed at the interface. The revelation of interfacial assembly is expected to help better understand CD-based emulsions in natural systems and improve their designs in engineering applications.